Mathematical Finance

Department of Mathematics and Statistics

Texas Tech University

  Fall 2023

the Mathematical Finance Spring 2023 Semester Seminar Schedule

imageFriday
Sep. 1

2 PM
online
Good for the Planet, Good for the Wallet: The ESG Impact on Financial Performance in India
Tauhidul Islam Tanin
EGADE Business School, Tecnológico de Monterrey
imageFriday
Sep. 22

2 PM
online
ESG integration strategy for stocks portfolios based on a resampling methodology with a multivariate normal distribution
Antônio Francisco de Almeida da Silva
Department of Business Administration, Universidade Federal da Bahia
imageFriday
Oct. 6

2 PM
online
Identification and Estimation of Parameter Instability in High Dimensional Approximate Factor Models
Ruiqi Liu
Department of Mathematics & Statistics, Texas Tech University
imageFriday
Oct. 13

NOON
online
Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital
Massimo Guidolin
Department of Finance, Università Bocconi
imageFriday
Oct. 27

NOON
online
Investigating Short-Term Dynamics in Green Bond Markets
Massimo Guidolin
Department of Economics, Management & Quantitative Finance Methods, Università degli Studi di Milano
imageFriday
Nov. 3

2 PM
online
When ESG talks: ESG tone of 10-K reports and its significance to stock markets
Konstantin Ignatov
Department of Finance, WHU – Otto Beisheim School of Management
imageWednesday
Nov. 8

2 PM
online
Modeling Bitcoin Volatility: A Dual Perspective Analysis
Abootaleb Shirvani
Department Mathematical Sciences, Kean University
imageFriday
Nov. 10

NOON
online
Optimal Portfolio with Sustainable Attitudes under Cumulative Prospect Theory
Massimiliano Kaucic
Department of Economics, Business, Mathematics & Statistical Sciences, University of Trieste